spline editing or clever non spline editing?
Spline Surfaces / Patches are used to define surfaces/objects using very few points. It's quite a convenient way to model with the right tools. It is quite possible that the bigship.x was modeled using a form of splines or NURBS, but it's hard to be certain even after seeing the mesh. Blender has (October 2015) a limited set of these tools, but they are there and can be found in The Add > Surface > NURBS Surface menu.



Not many Blender users use this feature, and that might explain why tutorials on the subject are rare. It doesn't fit within the format of this site to give a detailed explanation of how to model something using those tools.

In general modeling inside Blender is done using Polygon modeling techniques and Subdivision surfaces and creased Edges. I made a rudimentary model in about 3 minutes purely by extruding / insetting a Cube object and placing a Subdiv modifier on it. When the object is symmetric you don't even need to model both sides instead add a Mirror modifier.

Here model without mirror or subsurf, but with creases to indicate where the subsurf should become sharp.



Here with the mirror modifier:



Here the added subsurf modifier adds the interpolation and smoothing.



Here in object mode to show the result, also note i've set the mesh to Smooth Shading to get away from the tessellated look:



There are plenty of tutorials about how to do polygon modeling. See our resources page:

Here's what the low poly approach of the ship might look like to the left, and to the right again the model has subsurf and smooth shading and edge creases.